Unlike oxygen, its last p-orbital is in a higher shell, the M shell. That means there is another orbital above it: the d-orbital. So while it can gain 2 electrons like Oxygen, that gain doesn’t result in completing a full shell, only a sub-shell. It’s not as energetically compelling as the 2 electron gain by Oxygen. There is a greater likelihood of Sulfur losing electrons to pare down to the complete L shell.
The possible oxidation numbers of Sulfur are: -2, -1, 0, +1, +2, +3, +4, +5, and +6. However, the most common are: -2, 0, +2, +4, +6.